Bayesian Assessment of Identifying Restrictions for Heteroskedastic Structural VARs

About Tomasz Woźniak

Tomasz Woźniak is an econometrician developing the methodology for empirical macroeconomic analyses. In his research, he investigates robust statistical methods for the assessment of economic hypotheses. He published a series of papers that look at Granger causality in the volatility of financial asset returns as well as in macroeconomic aggregates that exhibit nonlinear dynamics. Recently, he has worked on methods for using data to verify and compare alternative monetary policy theories represented as structural time series models. He works as a Lecturer at the Department of Economics of the University of Melbourne, is a co-founder of the Bayesian Analysis and Modeling Research Group and a co-organizer of an annual Melbourne Bayesian Econometrics Workshop.